BUG: working on issue #57

This commit is contained in:
fredfortier
2017-11-06 15:04:44 -05:00
parent 9d1dd5829d
commit ba4ffc7272
+42
View File
@@ -0,0 +1,42 @@
import talib
import pandas as pd
from catalyst import run_algorithm
from catalyst.api import symbol
def initialize(context):
print('initializing')
context.asset = symbol('btc_usdt')
def handle_data(context, data):
print('handling bar: {}'.format(data.current_dt))
price = data.current(context.asset, 'close')
print('got price {price}'.format(price=price))
try:
prices = data.history(
context.asset,
fields='close',
bar_count=60,
frequency='1D'
)
print('got {} price entries\n'.format(len(prices), prices))
except Exception as e:
print(e)
run_algorithm(
capital_base=1,
start=pd.to_datetime('2016-2-11', utc=True),
end=pd.to_datetime('2017-8-31', utc=True),
data_frequency='daily',
initialize=initialize,
handle_data=handle_data,
analyze=None,
exchange_name='bittrex',
algo_namespace='issue_57',
base_currency='btc'
)